-12.1%
DOW vs CBOE
+223.0%
-235.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.5% |
| 7D | -1.4% | -5.8% | +4.4% | 0.0% |
| 30D | -3.9% | -3.1% | -0.8% | -3.4% |
| 3M | -12.7% | -4.8% | -7.9% | -12.2% |
| 6M | -13.7% | -0.6% | -13.1% | -14.7% |
| YTD | +28.4% | +12.8% | +15.6% | +22.6% |
| 1Y | +21.8% | +19.8% | +2.0% | +14.1% |
| 3Y | -35.7% | +86.9% | -122.6% | -49.7% |
| 5Y | -36.8% | +136.5% | -173.4% | -55.8% |
| All | -12.1% | +223.0% | -235.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling